CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
767.4 |
750.3 |
-17.1 |
-2.2% |
786.6 |
| High |
771.0 |
752.9 |
-18.1 |
-2.3% |
800.3 |
| Low |
751.5 |
739.4 |
-12.1 |
-1.6% |
751.5 |
| Close |
752.3 |
741.2 |
-11.1 |
-1.5% |
752.3 |
| Range |
19.5 |
13.5 |
-6.0 |
-30.8% |
48.8 |
| ATR |
20.0 |
19.5 |
-0.5 |
-2.3% |
0.0 |
| Volume |
199,635 |
120,935 |
-78,700 |
-39.4% |
1,198,291 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785.0 |
776.6 |
748.6 |
|
| R3 |
771.5 |
763.1 |
744.9 |
|
| R2 |
758.0 |
758.0 |
743.7 |
|
| R1 |
749.6 |
749.6 |
742.4 |
747.1 |
| PP |
744.5 |
744.5 |
744.5 |
743.2 |
| S1 |
736.1 |
736.1 |
740.0 |
733.6 |
| S2 |
731.0 |
731.0 |
738.7 |
|
| S3 |
717.5 |
722.6 |
737.5 |
|
| S4 |
704.0 |
709.1 |
733.8 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.4 |
882.2 |
779.1 |
|
| R3 |
865.6 |
833.4 |
765.7 |
|
| R2 |
816.8 |
816.8 |
761.2 |
|
| R1 |
784.6 |
784.6 |
756.8 |
776.3 |
| PP |
768.0 |
768.0 |
768.0 |
763.9 |
| S1 |
735.8 |
735.8 |
747.8 |
727.5 |
| S2 |
719.2 |
719.2 |
743.4 |
|
| S3 |
670.4 |
687.0 |
738.9 |
|
| S4 |
621.6 |
638.2 |
725.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
800.3 |
739.4 |
60.9 |
8.2% |
22.3 |
3.0% |
3% |
False |
True |
228,832 |
| 10 |
800.3 |
739.4 |
60.9 |
8.2% |
18.7 |
2.5% |
3% |
False |
True |
214,815 |
| 20 |
800.3 |
730.0 |
70.3 |
9.5% |
19.9 |
2.7% |
16% |
False |
False |
231,425 |
| 40 |
834.3 |
730.0 |
104.3 |
14.1% |
20.4 |
2.8% |
11% |
False |
False |
257,934 |
| 60 |
858.0 |
730.0 |
128.0 |
17.3% |
18.3 |
2.5% |
9% |
False |
False |
237,436 |
| 80 |
858.0 |
730.0 |
128.0 |
17.3% |
17.7 |
2.4% |
9% |
False |
False |
201,463 |
| 100 |
858.0 |
730.0 |
128.0 |
17.3% |
18.9 |
2.5% |
9% |
False |
False |
161,221 |
| 120 |
869.4 |
730.0 |
139.4 |
18.8% |
17.8 |
2.4% |
8% |
False |
False |
134,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.3 |
|
2.618 |
788.2 |
|
1.618 |
774.7 |
|
1.000 |
766.4 |
|
0.618 |
761.2 |
|
HIGH |
752.9 |
|
0.618 |
747.7 |
|
0.500 |
746.2 |
|
0.382 |
744.6 |
|
LOW |
739.4 |
|
0.618 |
731.1 |
|
1.000 |
725.9 |
|
1.618 |
717.6 |
|
2.618 |
704.1 |
|
4.250 |
682.0 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
746.2 |
756.7 |
| PP |
744.5 |
751.5 |
| S1 |
742.9 |
746.4 |
|